Hello :
Im trying to calculate a volatility using Interop.AdfinXAnalytics with one of the exercise in the developer's book in c#
When i try to Attach the Volatility to the Asset object
i get the following error:
System.Runtime.InteropServices.COMException: 'Undefined error : missing or invalid resource'
i can't figure out my mistake, the code was written originally in vba so i re write the code to c#
can anyone help me out
EikonDesktopDataAPI.EikonDesktopDataAPI sdk;
IAdxOption Option ;
Option = sdk.CreateAdxOption();// new AdxOption();
IAdxAsset Asset; //AdxAsset Asset;
Asset = sdk.CreateAdxAsset();//new AdxAsset();
IAdxRateModel RateModel;
RateModel = sdk.CreateAdxRateModel();//new AdxRateModel();
IAdxVolatilityModel VolatilityModel;
VolatilityModel = sdk.CreateAdxVolatilityModel();//= new AdxVolatilityModel();
IAdxCalcMethod CalcMethod;// AdxCalcMethod
CalcMethod = sdk.CreateAdxCalcMethod();//new AdxCalcMethod();
string OptionStructure;
string UnderlyingStructure;
string RateStructure;
string CalcStructure;
string CalcDate;
double SpotPrice;
double Volatility;
double RiskFreeRate;
string ExpiryDate;
double StrikePrice;
double Premium;
//Set Asset attributes and parameters
SpotPrice = 134;
UnderlyingStructure = "UI:SEC";
Asset.Init(UnderlyingStructure);
Asset.SetAttribute (AdxAttrAsset.ADX_ATTR1F_ASSET_PRICE, SpotPrice);
//Set VolatilityModel attributes
VolatilityModel.ErrorMode = AdfinXAnalyticsObjects.AdxErrorMode.DIALOGBOX;
Volatility = 0.18;
VolatilityModel.Init("IM:CUBS");
VolatilityModel.SetAttribute(AdxAttrVolatilityModel.ADX_ATTR1R_VOLATILITY, Volatility);
//ERROR (1)
//Attach the Volatility to the Asset object
Asset.AttachModel(40965,VolatilityModel); //AdxAttrAsset.ADX_PTR_MODEL_DIVIDEND
